Earlier quoted context omitted.
With your example of a nested list, VSCode will correctly display line-wrapped inner items at the same indentation level.
Do you use VSCode to read your emails and edit Wikipedia? Will it do this for Markdown inside of comments in C/C++/Rust code? How does it even know you're using Markdown in comments as opposed to something else? (I'll have to trust your answers since I don't have a Windows machine, let alone a Visual Studio license)
You don't need a Windows machine or Visual Studio license to use VS Code, which is both cross-platform and free.